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On the stochastic maximum principle: Fixed time of control · Study

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ArticleOn the stochastic maximum principle: Fixed time of control

Harold J. Kushner1965

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Articlebronze1965

On the stochastic maximum principle: Fixed time of control

Harold J. Kushner

112 citations·0/0 files stored·Journal of Mathematical Analysis and Applications

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Optimization and Variational Analysis

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1978An Introductory Approach to Duality in Optimal Stochastic Control 1994Dynamic Optimal Control Models in Advertising: Recent Developments 1972Necessary Conditions for Continuous Parameter Stochastic Optimization Problems 2011A General Stochastic Maximum Principle for SDEs of Mean-field Type 1990A risk-sensitive maximum principle 1995The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients 2008Martingale approach to stochastic differential games of control and stopping 1984Stochastic control theory and operational research

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Year1965

Typearticle

Published1965-01-01

VenueJournal of Mathematical Analysis and Applications

ISSN-L0022-247X

Languageen

Citations112

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0022-247x(65)90070-3

openalex_workW1971754637

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